Yes, this is correct. Open up the first slice. Then use the Add... function to add in the other slices. Once all added in, then save the NXT image. You can save a JPG or PNG by going to Save Tonemapped image as....

This looks like the first slice in the series. The black is fine, it is empty pixels. If you go to the Image pulldown > Arithmetic > Add..... Select the other slices of the rendering. They should be listed 001, 002, 003, etc...

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